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To cite bsvars package in publications please use:
Woźniak T (2024). bsvars: Bayesian Estimation of Structural Vector Autoregressive Models. doi:10.32614/CRAN.package.bsvars, R package version 3.1, https://CRAN.R-project.org/package=bsvars.
To cite methods for SVAR-SV models used in bsvars package in publications please use:
Lütkepohl H, Shang F, Uzeda L, Woźniak T (2024). “Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference.” University of Melbourne Working Papers, 1–57. doi:10.48550/arXiv.2404.11057.
Corresponding BibTeX entries:
@Manual{, title = {bsvars: Bayesian Estimation of Structural Vector Autoregressive Models}, author = {Tomasz Wo\'zniak}, year = {2024}, note = {R package version 3.1}, url = {https://CRAN.R-project.org/package=bsvars}, doi = {10.32614/CRAN.package.bsvars}, }
@Article{, title = {Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference}, author = {Helmut Lütkepohl and Fei Shang and Luis Uzeda and Tomasz Wo\'zniak}, journal = {University of Melbourne Working Papers}, year = {2024}, pages = {1--57}, doi = {10.48550/arXiv.2404.11057}, }
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